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emmanuel.chaslin avatar image
55 ●5 ●5 ●7

Find EFP (exchange for physicals) and EFS volumes of a list of future contracts

Hello,


When i go to my reuters screen on a certain future contract (example : SBK1) I can draw a graph and decide to display the "fields" EFS & EFP to show the volume of those specific types of transactions.

I would like to be able to load this information via Python:


ex: df,e = ek.get_data(["SBK1"],["EFP_DATE','EFP VOLUME'])


Can you please help to obtain the result ?


Thanks in advance.

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1 Answer

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Alex Putkov.1 avatar image
39.3k ●77 ●11 ●27

You can get current values for these data points from streaming market data using

ek.get_data('SBK1',['EFS_VOL','EFP_VOL'])

But programmatic retrieval of the timeseries for these data points is currently only available through Eikon .NET APIs and through RHistory library of Eikon COM APIs. The latter can only be used in Excel VBA.

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emmanuel.chaslin avatar image emmanuel.chaslin

How to check that for a specific date in the future please? thanks in advance.

Alex Putkov.1 avatar image Alex Putkov.1 emmanuel.chaslin

@emmanuel.chaslin

Sorry, I don't understand the question. Could you elaborate? What exactly would you like to check for a specific date in the future?

emmanuel.chaslin avatar image emmanuel.chaslin Alex Putkov.1

sorry, i meant a date in the past :). Would like to be able to load this information for dates in the past

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